TANSTAAFL: The No-Free-Lunch Theorem

I came across this interesting tidbit while reading one of Numenta’s papers on their HTM approach.

The No-Free-Lunch Theorem:   “no learning algorithm has an inherent advantage over another learning algorithm for all classes of problems.  What matters is the set of assumptions an algorithm exploits in order to learn the world it is trying to model.”

 Ho, Y. C. & Pepyne, D. L. (2002), “Simple Explanation of the No-Free-Lunch Theorem and Its Implications”, Journal of Optimization Theory and Applications V115(3), 549-570.

Or, as Robert Heinlein put it a while back, TANSTAAFL.  There Ain’t No Such Thing As A Free Lunch.

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